The colloidal particles laid at the oil-water interface exhibit distinguished behaviors with those dispersed in a single fluid phase, and in the case when particles lying at the interface are chemically and/or geometrically anisotropic, the capillary interactions become dominant compared to the electrostatic interactions, leading to the formation of percolated network structures. Previously, the capillary interactions in long-range separations between ellipsoidal particles at the oil-water interface were quantitatively measured using the trap-release method, whereas the measurements of short range interactions were extremely challenging due to their rotational motion. In this work, we demonstrate a new protocol to directly measure the heterogeneous capillary interactions over short-range separations via optical laser tweezers.